-0.6%
XLY vs EBAY
+18.9%
-19.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.4% |
| 7D | -1.7% | +4.2% | -5.9% | -2.4% |
| 30D | -4.2% | +5.6% | -9.8% | -5.1% |
| 3M | -2.7% | -1.4% | -1.3% | -2.8% |
| 6M | -0.6% | +18.2% | -18.8% | -9.8% |
| All | -0.6% | +18.9% | -19.6% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded EBAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling